In computer science, an in-place algorithm is an algorithm that operates directly on the input data structure without requiring extra space proportional to the input size. In other words, it modifies the input in place, without creating a separate copy of the data structure. An algorithm which is not in-place is sometimes called not-in-place or out-of-place. In-place can have slightly different meanings. In its strictest form, the algorithm can only have a constant amount of extra space, counting everything including function calls and pointers. However, this form is very limited as simply having an index to a length n array requires O(log n) bits. More broadly, in-place means that the algorithm does not use extra space for manipulating the input but may require a small though non-constant extra space for its operation. Usually, this space is O(log n), though sometimes anything in o(n) is allowed. Note that space complexity also has varied choices in whether or not to count the index lengths as part of the space used. Often, the space complexity is given in terms of the number of indices or pointers needed, ignoring their length. In this article, we refer to total space complexity (DSPACE), counting pointer lengths. Therefore, the space requirements here have an extra log n factor compared to an analysis that ignores the lengths of indices and pointers. An algorithm may or may not count the output as part of its space usage. Since in-place algorithms usually overwrite their input with output, no additional space is needed. When writing the output to write-only memory or a stream, it may be more appropriate to only consider the working space of the algorithm. In theoretical applications such as log-space reductions, it is more typical to always ignore output space (in these cases it is more essential that the output is write-only). == Examples == Given an array a of n items, suppose we want an array that holds the same elements in reversed order and to dispose of the original. One seemingly simple way to do this is to create a new array of equal size, fill it with copies from a in the appropriate order and then delete a. function reverse(a[0..n - 1]) allocate b[0..n - 1] for i from 0 to n - 1 b[n − 1 − i] := a[i] return b Unfortunately, this requires O(n) extra space for having the arrays a and b available simultaneously. Also, allocation and deallocation are often slow operations. Since we no longer need a, we can instead overwrite it with its own reversal using this in-place algorithm which will only need constant number (2) of integers for the auxiliary variables i and tmp, no matter how large the array is. function reverse_in_place(a[0..n-1]) for i from 0 to floor((n-2)/2) tmp := a[i] a[i] := a[n − 1 − i] a[n − 1 − i] := tmp As another example, many sorting algorithms rearrange arrays into sorted order in-place, including: bubble sort, comb sort, selection sort, insertion sort, heapsort, and Shell sort. These algorithms require only a few pointers, so their space complexity is O(log n). Quicksort operates in-place on the data to be sorted. However, quicksort requires O(log n) stack space pointers to keep track of the subarrays in its divide and conquer strategy. Consequently, quicksort needs O(log2 n) additional space. Although this non-constant space technically takes quicksort out of the in-place category, quicksort and other algorithms needing only O(log n) additional pointers are usually considered in-place algorithms. Most selection algorithms are also in-place, although some considerably rearrange the input array in the process of finding the final, constant-sized result. Some text manipulation algorithms such as trim and reverse may be done in-place. == In computational complexity == In computational complexity theory, the strict definition of in-place algorithms includes all algorithms with O(1) space complexity, the class DSPACE(1). This class is very limited; it equals the regular languages. In fact, it does not even include any of the examples listed above. Algorithms are usually considered in L, the class of problems requiring O(log n) additional space, to be in-place. This class is more in line with the practical definition, as it allows numbers of size n as pointers or indices. This expanded definition still excludes quicksort, however, because of its recursive calls. Identifying the in-place algorithms with L has some interesting implications; for example, it means that there is a (rather complex) in-place algorithm to determine whether a path exists between two nodes in an undirected graph, a problem that requires O(n) extra space using typical algorithms such as depth-first search (a visited bit for each node). This in turn yields in-place algorithms for problems such as determining if a graph is bipartite or testing whether two graphs have the same number of connected components. == Role of randomness == In many cases, the space requirements of an algorithm can be drastically cut by using a randomized algorithm. For example, if one wishes to know if two vertices in a graph of n vertices are in the same connected component of the graph, there is no known simple, deterministic, in-place algorithm to determine this. However, if we simply start at one vertex and perform a random walk of about 20n3 steps, the chance that we will stumble across the other vertex provided that it is in the same component is very high. Similarly, there are simple randomized in-place algorithms for primality testing such as the Miller–Rabin primality test, and there are also simple in-place randomized factoring algorithms such as Pollard's rho algorithm. == In functional programming == Functional programming languages often discourage or do not support explicit in-place algorithms that overwrite data, since this is a type of side effect; instead, they only allow new data to be constructed. However, good functional language compilers will often recognize when an object very similar to an existing one is created and then the old one is thrown away, and will optimize this into a simple mutation "under the hood". Note that it is possible in principle to carefully construct in-place algorithms that do not modify data (unless the data is no longer being used), but this is rarely done in practice.
Cross-validation (statistics)
Cross-validation, sometimes called rotation estimation or out-of-sample testing, is any of various similar model validation techniques for assessing how the results of a statistical analysis will generalize to an independent data set. Cross-validation includes resampling and sample splitting methods that use different portions of the data to test and train a model on different iterations. It is often used in settings where the goal is prediction, and one wants to estimate how accurately a predictive model will perform in practice. It can also be used to assess the quality of a fitted model and the stability of its parameters. In a prediction problem, a model is usually given a dataset of known data on which training is run (training dataset), and a dataset of unknown data (or first seen data) against which the model is tested (called the validation dataset or testing set). The goal of cross-validation is to test the model's ability to predict new data that was not used in estimating it, in order to flag problems like overfitting or selection bias and to give an insight on how the model will generalize to an independent dataset (i.e., an unknown dataset, for instance from a real problem). One round of cross-validation involves partitioning a sample of data into complementary subsets, performing the analysis on one subset (called the training set), and validating the analysis on the other subset (called the validation set or testing set). To reduce variability, in most methods multiple rounds of cross-validation are performed using different partitions, and the validation results are combined (e.g. averaged) over the rounds to give an estimate of the model's predictive performance. In summary, cross-validation combines (averages) measures of fitness in prediction to derive a more accurate estimate of model prediction performance. == Motivation == Assume a model with one or more unknown parameters, and a data set to which the model can be fit (the training data set). The fitting process optimizes the model parameters to make the model fit the training data as well as possible. If an independent sample of validation data is taken from the same population as the training data, it will generally turn out that the model does not fit the validation data as well as it fits the training data. The size of this difference is likely to be large especially when the size of the training data set is small, or when the number of parameters in the model is large. Cross-validation is a way to estimate the size of this effect. === Example: linear regression === In linear regression, there exist real response values y 1 , … , y n {\textstyle y_{1},\ldots ,y_{n}} , and n p-dimensional vector covariates x1, ..., xn. The components of the vector xi are denoted xi1, ..., xip. If least squares is used to fit a function in the form of a hyperplane ŷ = a + βTx to the data (xi, yi) 1 ≤ i ≤ n, then the fit can be assessed using the mean squared error (MSE). The MSE for given estimated parameter values a and β on the training set (xi, yi) 1 ≤ i ≤ n is defined as: MSE = 1 n ∑ i = 1 n ( y i − y ^ i ) 2 = 1 n ∑ i = 1 n ( y i − a − β T x i ) 2 = 1 n ∑ i = 1 n ( y i − a − β 1 x i 1 − ⋯ − β p x i p ) 2 {\displaystyle {\begin{aligned}{\text{MSE}}&={\frac {1}{n}}\sum _{i=1}^{n}(y_{i}-{\hat {y}}_{i})^{2}={\frac {1}{n}}\sum _{i=1}^{n}(y_{i}-a-{\boldsymbol {\beta }}^{T}\mathbf {x} _{i})^{2}\\&={\frac {1}{n}}\sum _{i=1}^{n}(y_{i}-a-\beta _{1}x_{i1}-\dots -\beta _{p}x_{ip})^{2}\end{aligned}}} If the model is correctly specified, it can be shown under mild assumptions that the expected value of the MSE for the training set is (n − p − 1)/(n + p + 1) < 1 times the expected value of the MSE for the validation set (the expected value is taken over the distribution of training sets). Thus, a fitted model and computed MSE on the training set will result in an optimistically biased assessment of how well the model will fit an independent data set. This biased estimate is called the in-sample estimate of the fit, whereas the cross-validation estimate is an out-of-sample estimate. Since in linear regression it is possible to directly compute the factor (n − p − 1)/(n + p + 1) by which the training MSE underestimates the validation MSE under the assumption that the model specification is valid, cross-validation can be used for checking whether the model has been overfitted, in which case the MSE in the validation set will substantially exceed its anticipated value. (Cross-validation in the context of linear regression is also useful in that it can be used to select an optimally regularized cost function.) === General case === In most other regression procedures (e.g. logistic regression), there is no simple formula to compute the expected out-of-sample fit. Cross-validation is, thus, a generally applicable way to predict the performance of a model on unavailable data using numerical computation in place of theoretical analysis. == Types == Two types of cross-validation can be distinguished: exhaustive and non-exhaustive cross-validation. === Exhaustive cross-validation === Exhaustive cross-validation methods are cross-validation methods which learn and test on all possible ways to divide the original sample into a training and a validation set. ==== Leave-p-out cross-validation ==== Leave-p-out cross-validation (LpO CV) involves using p observations as the validation set and the remaining observations as the training set. This is repeated on all ways to cut the original sample on a validation set of p observations and a training set. LpO cross-validation require training and validating the model C p n {\displaystyle C_{p}^{n}} times, where n is the number of observations in the original sample, and where C p n {\displaystyle C_{p}^{n}} is the binomial coefficient. For p > 1 and for even moderately large n, LpO CV can become computationally infeasible. For example, with n = 100 and p = 30, C 30 100 ≈ 3 × 10 25 . {\displaystyle C_{30}^{100}\approx 3\times 10^{25}.} A variant of LpO cross-validation with p=2 known as leave-pair-out cross-validation has been recommended as a nearly unbiased method for estimating the area under ROC curve of binary classifiers. ==== Leave-one-out cross-validation ==== Leave-one-out cross-validation (LOOCV) is a particular case of leave-p-out cross-validation with p = 1. The process looks similar to jackknife; however, with cross-validation one computes a statistic on the left-out sample(s), while with jackknifing one computes a statistic from the kept samples only. LOO cross-validation requires less computation time than LpO cross-validation because there are only C 1 n = n {\displaystyle C_{1}^{n}=n} passes rather than C p n {\displaystyle C_{p}^{n}} . However, n {\displaystyle n} passes may still require quite a large computation time, in which case other approaches such as k-fold cross validation may be more appropriate. Pseudo-code algorithm: Input: x, {vector of length N with x-values of incoming points} y, {vector of length N with y-values of the expected result} interpolate( x_in, y_in, x_out ), { returns the estimation for point x_out after the model is trained with x_in-y_in pairs} Output: err, {estimate for the prediction error} Steps: err ← 0 for i ← 1, ..., N do // define the cross-validation subsets x_in ← (x[1], ..., x[i − 1], x[i + 1], ..., x[N]) y_in ← (y[1], ..., y[i − 1], y[i + 1], ..., y[N]) x_out ← x[i] y_out ← interpolate(x_in, y_in, x_out) err ← err + (y[i] − y_out)^2 end for err ← err/N === Non-exhaustive cross-validation === Non-exhaustive cross validation methods do not compute all ways of splitting the original sample. These methods are approximations of leave-p-out cross-validation. ==== k-fold cross-validation ==== In k-fold cross-validation, the original sample is randomly partitioned into k equal sized subsamples, often referred to as "folds". Of the k subsamples, a single subsample is retained as the validation data for testing the model, and the remaining k − 1 subsamples are used as training data. The cross-validation process is then repeated k times, with each of the k subsamples used exactly once as the validation data. The k results can then be averaged to produce a single estimation. The advantage of this method over repeated random sub-sampling (see below) is that all observations are used for both training and validation, and each observation is used for validation exactly once. 10-fold cross-validation is commonly used, but in general k remains an unfixed parameter. For example, setting k = 2 results in 2-fold cross-validation. In 2-fold cross-validation, the dataset is randomly shuffled into two sets d0 and d1, so that both sets are equal size (this is usually implemented by shuffling the data array and then splitting it in two). We then train on d0 and validate on d1, followed by training on d1 and validating on d0. When k = n (the number of observations), k-fold cross-validation is equivalent to leave-one-out cr
Constrained clustering
In computer science, constrained clustering is a class of semi-supervised learning algorithms. Typically, constrained clustering incorporates either a set of must-link constraints, cannot-link constraints, or both, with a data clustering algorithm. A cluster in which the members conform to all must-link and cannot-link constraints is called a chunklet. == Types of constraints == Both a must-link and a cannot-link constraint define a relationship between two data instances. Together, the sets of these constraints act as a guide for which a constrained clustering algorithm will attempt to find chunklets (clusters in the dataset which satisfy the specified constraints). A must-link constraint is used to specify that the two instances in the must-link relation should be associated with the same cluster. A cannot-link constraint is used to specify that the two instances in the cannot-link relation should not be associated with the same cluster. Some constrained clustering algorithms will abort if no such clustering exists which satisfies the specified constraints. Others will try to minimize the amount of constraint violation should it be impossible to find a clustering which satisfies the constraints. Constraints could also be used to guide the selection of a clustering model among several possible solutions. == Examples == Examples of constrained clustering algorithms include: COP K-means PCKmeans (Pairwise Constrained K-means) CMWK-Means (Constrained Minkowski Weighted K-Means)
Neural cryptography
Neural cryptography is a branch of cryptography dedicated to analyzing the application of stochastic algorithms, especially artificial neural network algorithms, for use in encryption and cryptanalysis. == Definition == Artificial neural networks are well known for their ability to selectively explore the solution space of a given problem. This feature finds a natural niche of application in the field of cryptanalysis. At the same time, neural networks offer a new approach to attack ciphering algorithms based on the principle that any function could be reproduced by a neural network, which is a powerful proven computational tool that can be used to find the inverse-function of any cryptographic algorithm. The ideas of mutual learning, self learning, and stochastic behavior of neural networks and similar algorithms can be used for different aspects of cryptography, like public-key cryptography, solving the key distribution problem using neural network mutual synchronization, hashing or generation of pseudo-random numbers. Another idea is the ability of a neural network to separate space in non-linear pieces using "bias". It gives different probabilities of activating the neural network or not. This is very useful in the case of Cryptanalysis. Two names are used to design the same domain of research: Neuro-Cryptography and Neural Cryptography. The first work that it is known on this topic can be traced back to 1995 in an IT Master Thesis. == Applications == In 1995, Sebastien Dourlens applied neural networks to cryptanalyze DES by allowing the networks to learn how to invert the S-tables of the DES. The bias in DES studied through Differential Cryptanalysis by Adi Shamir is highlighted. The experiment shows about 50% of the key bits can be found, allowing the complete key to be found in a short time. Hardware application with multi micro-controllers have been proposed due to the easy implementation of multilayer neural networks in hardware. One example of a public-key protocol is given by Khalil Shihab . He describes the decryption scheme and the public key creation that are based on a backpropagation neural network. The encryption scheme and the private key creation process are based on Boolean algebra. This technique has the advantage of small time and memory complexities. A disadvantage is the property of backpropagation algorithms: because of huge training sets, the learning phase of a neural network is very long. Therefore, the use of this protocol is only theoretical so far. == Neural key exchange protocol == The most used protocol for key exchange between two parties A and B in the practice is Diffie–Hellman key exchange protocol. Neural key exchange, which is based on the synchronization of two tree parity machines, should be a secure replacement for this method. Synchronizing these two machines is similar to synchronizing two chaotic oscillators in chaos communications. === Tree parity machine === The tree parity machine is a special type of multi-layer feedforward neural network. It consists of one output neuron, K hidden neurons and K×N input neurons. Inputs to the network take three values: x i j ∈ { − 1 , 0 , + 1 } {\displaystyle x_{ij}\in \left\{-1,0,+1\right\}} The weights between input and hidden neurons take the values: w i j ∈ { − L , . . . , 0 , . . . , + L } {\displaystyle w_{ij}\in \left\{-L,...,0,...,+L\right\}} Output value of each hidden neuron is calculated as a sum of all multiplications of input neurons and these weights: σ i = sgn ( ∑ j = 1 N w i j x i j ) {\displaystyle \sigma _{i}=\operatorname {sgn}(\sum _{j=1}^{N}w_{ij}x_{ij})} Signum is a simple function, which returns −1,0 or 1: sgn ( x ) = { − 1 if x < 0 , 0 if x = 0 , 1 if x > 0. {\displaystyle \operatorname {sgn}(x)={\begin{cases}-1&{\text{if }}x<0,\\0&{\text{if }}x=0,\\1&{\text{if }}x>0.\end{cases}}} If the scalar product is 0, the output of the hidden neuron is mapped to −1 in order to ensure a binary output value. The output of neural network is then computed as the multiplication of all values produced by hidden elements: τ = ∏ i = 1 K σ i {\displaystyle \tau =\prod _{i=1}^{K}\sigma _{i}} Output of the tree parity machine is binary. === Protocol === Each party (A and B) uses its own tree parity machine. Synchronization of the tree parity machines is achieved in these steps Initialize random weight values Execute these steps until the full synchronization is achieved Generate random input vector X Compute the values of the hidden neurons Compute the value of the output neuron Compare the values of both tree parity machines Outputs are the same: one of the suitable learning rules is applied to the weights Outputs are different: go to 2.1 After the full synchronization is achieved (the weights wij of both tree parity machines are same), A and B can use their weights as keys. This method is known as a bidirectional learning. One of the following learning rules can be used for the synchronization: Hebbian learning rule: w i + = g ( w i + σ i x i Θ ( σ i τ ) Θ ( τ A τ B ) ) {\displaystyle w_{i}^{+}=g(w_{i}+\sigma _{i}x_{i}\Theta (\sigma _{i}\tau )\Theta (\tau ^{A}\tau ^{B}))} Anti-Hebbian learning rule: w i + = g ( w i − σ i x i Θ ( σ i τ ) Θ ( τ A τ B ) ) {\displaystyle w_{i}^{+}=g(w_{i}-\sigma _{i}x_{i}\Theta (\sigma _{i}\tau )\Theta (\tau ^{A}\tau ^{B}))} Random walk: w i + = g ( w i + x i Θ ( σ i τ ) Θ ( τ A τ B ) ) {\displaystyle w_{i}^{+}=g(w_{i}+x_{i}\Theta (\sigma _{i}\tau )\Theta (\tau ^{A}\tau ^{B}))} Where: Θ ( a , b ) = 0 {\displaystyle \Theta (a,b)=0} if a ≠ b {\displaystyle a\neq b} otherwise Θ ( a , b ) = 1 {\displaystyle \Theta (a,b)=1} And: g ( x ) {\displaystyle g(x)} is a function that keeps the w i {\displaystyle w_{i}} in the range { − L , − L + 1 , . . . , 0 , . . . , L − 1 , L } {\displaystyle \{-L,-L+1,...,0,...,L-1,L\}} === Attacks and security of this protocol === In every attack it is considered, that the attacker E can eavesdrop messages between the parties A and B, but does not have an opportunity to change them. ==== Brute force ==== To provide a brute force attack, an attacker has to test all possible keys (all possible values of weights wij). By K hidden neurons, K×N input neurons and boundary of weights L, this gives (2L+1)KN possibilities. For example, the configuration K = 3, L = 3 and N = 100 gives us 310253 key possibilities, making the attack impossible with today's computer power. ==== Learning with own tree parity machine ==== One of the basic attacks can be provided by an attacker, who owns the same tree parity machine as the parties A and B. He wants to synchronize his tree parity machine with these two parties. In each step there are three situations possible: Output(A) ≠ Output(B): None of the parties updates its weights. Output(A) = Output(B) = Output(E): All the three parties update weights in their tree parity machines. Output(A) = Output(B) ≠ Output(E): Parties A and B update their tree parity machines, but the attacker can not do that. Because of this situation his learning is slower than the synchronization of parties A and B. It has been proven, that the synchronization of two parties is faster than learning of an attacker. It can be improved by increasing of the synaptic depth L of the neural network. That gives this protocol enough security and an attacker can find out the key only with small probability. ==== Other attacks ==== For conventional cryptographic systems, we can improve the security of the protocol by increasing of the key length. In the case of neural cryptography, we improve it by increasing of the synaptic depth L of the neural networks. Changing this parameter increases the cost of a successful attack exponentially, while the effort for the users grows polynomially. Therefore, breaking the security of neural key exchange belongs to the complexity class NP. Alexander Klimov, Anton Mityaguine, and Adi Shamir say that the original neural synchronization scheme can be broken by at least three different attacks—geometric, probabilistic analysis, and using genetic algorithms. Even though this particular implementation is insecure, the ideas behind chaotic synchronization could potentially lead to a secure implementation. === Permutation parity machine === The permutation parity machine is a binary variant of the tree parity machine. It consists of one input layer, one hidden layer and one output layer. The number of neurons in the output layer depends on the number of hidden units K. Each hidden neuron has N binary input neurons: x i j ∈ { 0 , 1 } {\displaystyle x_{ij}\in \left\{0,1\right\}} The weights between input and hidden neurons are also binary: w i j ∈ { 0 , 1 } {\displaystyle w_{ij}\in \left\{0,1\right\}} Output value of each hidden neuron is calculated as a sum of all exclusive disjunctions (exclusive or) of input neurons and these weights: σ i = θ N ( ∑ j = 1 N w i j ⊕ x i j ) {\displaystyle \sigma _{i}=\theta _{N}(\sum _{j=1}^{N}w_{ij}\oplus x_{ij})} (⊕ means XOR). Th
T-distributed stochastic neighbor embedding
t-distributed stochastic neighbor embedding (t-SNE) is a statistical method for visualizing high-dimensional data by giving each datapoint a location in a two or three-dimensional map. It is based on Stochastic Neighbor Embedding originally developed by Geoffrey Hinton and Sam Roweis, where Laurens van der Maaten and Hinton proposed the t-distributed variant. It is a nonlinear dimensionality reduction technique for embedding high-dimensional data for visualization in a low-dimensional space of two or three dimensions. Specifically, it models each high-dimensional object by a two- or three-dimensional point in such a way that similar objects are modeled by nearby points and dissimilar objects are modeled by distant points with high probability. The t-SNE algorithm comprises two main stages. First, t-SNE constructs a probability distribution over pairs of high-dimensional objects in such a way that similar objects are assigned a higher probability while dissimilar points are assigned a lower probability. Second, t-SNE defines a similar probability distribution over the points in the low-dimensional map, and it minimizes the Kullback–Leibler divergence (KL divergence) between the two distributions with respect to the locations of the points in the map. While the original algorithm uses the Euclidean distance between objects as the base of its similarity metric, this can be changed as appropriate. A Riemannian variant is UMAP. t-SNE has been used for visualization in a wide range of applications, including genomics, computer security research, natural language processing, music analysis, cancer research, bioinformatics, geological domain interpretation, and biomedical signal processing. For a data set with n {\displaystyle n} elements, t-SNE runs in O ( n 2 ) {\displaystyle O(n^{2})} time and requires O ( n 2 ) {\displaystyle O(n^{2})} space. == Details == Given a set of N {\displaystyle N} high-dimensional objects x 1 , … , x N {\displaystyle \mathbf {x} _{1},\dots ,\mathbf {x} _{N}} , t-SNE first computes probabilities p i j {\displaystyle p_{ij}} that are proportional to the similarity of objects x i {\displaystyle \mathbf {x} _{i}} and x j {\displaystyle \mathbf {x} _{j}} , as follows. For i ≠ j {\displaystyle i\neq j} , define p j ∣ i = exp ( − ‖ x i − x j ‖ 2 / 2 σ i 2 ) ∑ k ≠ i exp ( − ‖ x i − x k ‖ 2 / 2 σ i 2 ) {\displaystyle p_{j\mid i}={\frac {\exp(-\lVert \mathbf {x} _{i}-\mathbf {x} _{j}\rVert ^{2}/2\sigma _{i}^{2})}{\sum _{k\neq i}\exp(-\lVert \mathbf {x} _{i}-\mathbf {x} _{k}\rVert ^{2}/2\sigma _{i}^{2})}}} and set p i ∣ i = 0 {\displaystyle p_{i\mid i}=0} . Note the above denominator ensures ∑ j p j ∣ i = 1 {\displaystyle \sum _{j}p_{j\mid i}=1} for all i {\displaystyle i} . As van der Maaten and Hinton explained: "The similarity of datapoint x j {\displaystyle x_{j}} to datapoint x i {\displaystyle x_{i}} is the conditional probability, p j | i {\displaystyle p_{j|i}} , that x i {\displaystyle x_{i}} would pick x j {\displaystyle x_{j}} as its neighbor if neighbors were picked in proportion to their probability density under a Gaussian centered at x i {\displaystyle x_{i}} ." Now define p i j = p j ∣ i + p i ∣ j 2 N {\displaystyle p_{ij}={\frac {p_{j\mid i}+p_{i\mid j}}{2N}}} This is motivated because p i {\displaystyle p_{i}} and p j {\displaystyle p_{j}} from the N samples are estimated as 1/N, so the conditional probability can be written as p i ∣ j = N p i j {\displaystyle p_{i\mid j}=Np_{ij}} and p j ∣ i = N p j i {\displaystyle p_{j\mid i}=Np_{ji}} . Since p i j = p j i {\displaystyle p_{ij}=p_{ji}} , you can obtain previous formula. Also note that p i i = 0 {\displaystyle p_{ii}=0} and ∑ i , j p i j = 1 {\displaystyle \sum _{i,j}p_{ij}=1} . The bandwidth of the Gaussian kernels σ i {\displaystyle \sigma _{i}} is set in such a way that the entropy of the conditional distribution equals a predefined entropy using the bisection method. As a result, the bandwidth is adapted to the density of the data: smaller values of σ i {\displaystyle \sigma _{i}} are used in denser parts of the data space. The entropy increases with the perplexity of this distribution P i {\displaystyle P_{i}} ; this relation is seen as P e r p ( P i ) = 2 H ( P i ) {\displaystyle Perp(P_{i})=2^{H(P_{i})}} where H ( P i ) {\displaystyle H(P_{i})} is the Shannon entropy H ( P i ) = − ∑ j p j | i log 2 p j | i . {\displaystyle H(P_{i})=-\sum _{j}p_{j|i}\log _{2}p_{j|i}.} The perplexity is a hand-chosen parameter of t-SNE, and as the authors state, "perplexity can be interpreted as a smooth measure of the effective number of neighbors. The performance of SNE is fairly robust to changes in the perplexity, and typical values are between 5 and 50.". Since the Gaussian kernel uses the Euclidean distance ‖ x i − x j ‖ {\displaystyle \lVert x_{i}-x_{j}\rVert } , it is affected by the curse of dimensionality, and in high dimensional data when distances lose the ability to discriminate, the p i j {\displaystyle p_{ij}} become too similar (asymptotically, they would converge to a constant). It has been proposed to adjust the distances with a power transform, based on the intrinsic dimension of each point, to alleviate this. t-SNE aims to learn a d {\displaystyle d} -dimensional map y 1 , … , y N {\displaystyle \mathbf {y} _{1},\dots ,\mathbf {y} _{N}} (with y i ∈ R d {\displaystyle \mathbf {y} _{i}\in \mathbb {R} ^{d}} and d {\displaystyle d} typically chosen as 2 or 3) that reflects the similarities p i j {\displaystyle p_{ij}} as well as possible. To this end, it measures similarities q i j {\displaystyle q_{ij}} between two points in the map y i {\displaystyle \mathbf {y} _{i}} and y j {\displaystyle \mathbf {y} _{j}} , using a very similar approach. Specifically, for i ≠ j {\displaystyle i\neq j} , define q i j {\displaystyle q_{ij}} as q i j = ( 1 + ‖ y i − y j ‖ 2 ) − 1 ∑ k ∑ l ≠ k ( 1 + ‖ y k − y l ‖ 2 ) − 1 {\displaystyle q_{ij}={\frac {(1+\lVert \mathbf {y} _{i}-\mathbf {y} _{j}\rVert ^{2})^{-1}}{\sum _{k}\sum _{l\neq k}(1+\lVert \mathbf {y} _{k}-\mathbf {y} _{l}\rVert ^{2})^{-1}}}} and set q i i = 0 {\displaystyle q_{ii}=0} . Herein a heavy-tailed Student t-distribution (with one-degree of freedom, which is the same as a Cauchy distribution) is used to measure similarities between low-dimensional points in order to allow dissimilar objects to be modeled far apart in the map. The locations of the points y i {\displaystyle \mathbf {y} _{i}} in the map are determined by minimizing the (non-symmetric) Kullback–Leibler divergence of the distribution P {\displaystyle P} from the distribution Q {\displaystyle Q} , that is: K L ( P ∥ Q ) = ∑ i ≠ j p i j log p i j q i j {\displaystyle \mathrm {KL} \left(P\parallel Q\right)=\sum _{i\neq j}p_{ij}\log {\frac {p_{ij}}{q_{ij}}}} The minimization of the Kullback–Leibler divergence with respect to the points y i {\displaystyle \mathbf {y} _{i}} is performed using gradient descent. The result of this optimization is a map that reflects the similarities between the high-dimensional inputs. == Output == While t-SNE plots often seem to display clusters, the visual clusters can be strongly influenced by the chosen parameterization (especially the perplexity) and so a good understanding of the parameters for t-SNE is needed. Such "clusters" can be shown to even appear in structured data with no clear clustering, and so may be false findings. Similarly, the size of clusters produced by t-SNE is not informative, and neither is the distance between clusters. Thus, interactive exploration may be needed to choose parameters and validate results. It has been shown that t-SNE can often recover well-separated clusters, and with special parameter choices, approximates a simple form of spectral clustering. == Software == A C++ implementation of Barnes-Hut is available on the github account of one of the original authors. The R package Rtsne implements t-SNE in R. ELKI contains tSNE, also with Barnes-Hut approximation scikit-learn, a popular machine learning library in Python implements t-SNE with both exact solutions and the Barnes-Hut approximation. Tensorboard, the visualization kit associated with TensorFlow, also implements t-SNE (online version) The Julia package TSne implements t-SNE
Augmented Analytics
Augmented Analytics is an approach of data analytics that employs the use of machine learning and natural language processing to automate analysis processes normally done by a specialist or data scientist. The term was introduced in 2017 by Rita Sallam, Cindi Howson, and Carlie Idoine in a Gartner research paper. Augmented analytics is based on business intelligence and analytics. In the graph extraction step, data from different sources are investigated. == Defining Augmented Analytics == Machine Learning – a systematic computing method that uses algorithms to sift through data to identify relationships, trends, and patterns. It is a process that allows algorithms to dynamically learn from data instead of having a set base of programmed rules. Natural language generation (NLG) – a software capability that takes unstructured data and translates it into plain-English, readable, language. Automating Insights – using machine learning algorithms to automate data analysis processes. Natural Language Query – enabling users to query data using business terms that are either typed onto a search box or spoken. == Data Democratization == Data Democratization is the democratizing data access in order to relieve data congestion and get rid of any sense of data "gatekeepers". This process must be implemented alongside a method for users to make sense of the data. This process is used in hopes of speeding up company decision making and uncovering opportunities hidden in data. There are three aspects to democratising data: Data Parameterisation and Characterisation. Data Decentralisation using an OS of blockchain and DLT technologies, as well as an independently governed secure data exchange to enable trust. Consent Market-driven Data Monetisation. When it comes to connecting assets, there are two features that will accelerate the adoption and usage of data democratisation: decentralized identity management and business data object monetization of data ownership. It enables multiple individuals and organizations to identify, authenticate, and authorize participants and organizations, enabling them to access services, data or systems across multiple networks, organizations, environments, and use cases. It empowers users and enables a personalized, self-service digital onboarding system so that users can self-authenticate without relying on a central administration function to process their information. Simultaneously, decentralized identity management ensures the user is authorized to perform actions subject to the system’s policies based on their attributes (role, department, organization, etc.) and/ or physical location. == Use cases == Agriculture – Farmers collect data on water use, soil temperature, moisture content and crop growth, augmented analytics can be used to make sense of this data and possibly identify insights that the user can then use to make business decisions. Smart Cities – Many cities across the United States, known as Smart Cities collect large amounts of data on a daily basis. Augmented analytics can be used to simplify this data in order to increase effectiveness in city management (transportation, natural disasters, etc.). Analytic Dashboards – Augmented analytics has the ability to take large data sets and create highly interactive and informative analytical dashboards that assist in many organizational decisions. Augmented Data Discovery – Using an augmented analytics process can assist organizations in automatically finding, visualizing and narrating potentially important data correlations and trends. Data Preparation – Augmented analytics platforms have the ability to take large amounts of data and organize and "clean" the data in order for it to be usable for future analyses. Business – Businesses collect large amounts of data, daily. Some examples of types of data collected in business operations include; sales data, consumer behavior data, distribution data. An augmented analytics platform provides access to analysis of this data, which could be used in making business decisions.
Stochastic gradient descent
Stochastic gradient descent (often abbreviated SGD) is an iterative method for optimizing an objective function with suitable smoothness properties (e.g. differentiable or subdifferentiable). It can be regarded as a stochastic approximation of gradient descent optimization, since it replaces the actual gradient (calculated from the entire data set) by an estimate thereof (calculated from a randomly selected subset of the data). Especially in high-dimensional optimization problems this reduces the very high computational burden, achieving faster iterations in exchange for a lower convergence rate. The basic idea behind stochastic approximation can be traced back to the Robbins–Monro algorithm of the 1950s. Today, stochastic gradient descent has become an important optimization method in machine learning. == Background == Both statistical estimation and machine learning consider the problem of minimizing an objective function that has the form of a sum: Q ( w ) = 1 n ∑ i = 1 n Q i ( w ) , {\displaystyle Q(w)={\frac {1}{n}}\sum _{i=1}^{n}Q_{i}(w),} where the parameter w {\displaystyle w} that minimizes Q ( w ) {\displaystyle Q(w)} is to be estimated. Each summand function Q i {\displaystyle Q_{i}} is typically associated with the i {\displaystyle i} -th observation in the data set (used for training). In classical statistics, sum-minimization problems arise in least squares and in maximum-likelihood estimation (for independent observations). The general class of estimators that arise as minimizers of sums are called M-estimators. However, in statistics, it has been long recognized that requiring even local minimization is too restrictive for some problems of maximum-likelihood estimation. Therefore, contemporary statistical theorists often consider stationary points of the likelihood function (or zeros of its derivative, the score function, and other estimating equations). The sum-minimization problem also arises for empirical risk minimization. There, Q i ( w ) {\displaystyle Q_{i}(w)} is the value of the loss function at i {\displaystyle i} -th example, and Q ( w ) {\displaystyle Q(w)} is the empirical risk. When used to minimize the above function, a standard (or "batch") gradient descent method would perform the following iterations: w := w − η ∇ Q ( w ) = w − η n ∑ i = 1 n ∇ Q i ( w ) . {\displaystyle w:=w-\eta \,\nabla Q(w)=w-{\frac {\eta }{n}}\sum _{i=1}^{n}\nabla Q_{i}(w).} The step size is denoted by η {\displaystyle \eta } (sometimes called the learning rate in machine learning) and here " := {\displaystyle :=} " denotes the update of a variable in the algorithm. In many cases, the summand functions have a simple form that enables inexpensive evaluations of the sum-function and the sum gradient. For example, in statistics, one-parameter exponential families allow economical function-evaluations and gradient-evaluations. However, in other cases, evaluating the sum-gradient may require expensive evaluations of the gradients from all summand functions. When the training set is enormous and no simple formulas exist, evaluating the sums of gradients becomes very expensive, because evaluating the gradient requires evaluating all the summand functions' gradients. To economize on the computational cost at every iteration, stochastic gradient descent samples a subset of summand functions at every step. This is very effective in the case of large-scale machine learning problems. == Iterative method == In stochastic (or "on-line") gradient descent, the true gradient of Q ( w ) {\displaystyle Q(w)} is approximated by a gradient at a single sample: w := w − η ∇ Q i ( w ) . {\displaystyle w:=w-\eta \,\nabla Q_{i}(w).} As the algorithm sweeps through the training set, it performs the above update for each training sample. Several passes can be made over the training set until the algorithm converges. If this is done, the data can be shuffled for each pass to prevent cycles. Typical implementations may use an adaptive learning rate so that the algorithm converges. In pseudocode, stochastic gradient descent can be presented as : A compromise between computing the true gradient and the gradient at a single sample is to compute the gradient against more than one training sample (called a "mini-batch") at each step. This can perform significantly better than "true" stochastic gradient descent described, because the code can make use of vectorization libraries rather than computing each step separately as was first shown in where it was called "the bunch-mode back-propagation algorithm". It may also result in smoother convergence, as the gradient computed at each step is averaged over more training samples. The convergence of stochastic gradient descent has been analyzed using the theories of convex minimization and of stochastic approximation. Briefly, when the learning rates η {\displaystyle \eta } decrease with an appropriate rate, and subject to relatively mild assumptions, stochastic gradient descent converges almost surely to a global minimum when the objective function is convex or pseudoconvex, and otherwise converges almost surely to a local minimum. This is in fact a consequence of the Robbins–Siegmund theorem. == Linear regression == Suppose we want to fit a straight line y ^ = w 1 + w 2 x {\displaystyle {\hat {y}}=w_{1}+w_{2}x} to a training set with observations ( ( x 1 , y 1 ) , ( x 2 , y 2 ) … , ( x n , y n ) ) {\displaystyle ((x_{1},y_{1}),(x_{2},y_{2})\ldots ,(x_{n},y_{n}))} and corresponding estimated responses ( y ^ 1 , y ^ 2 , … , y ^ n ) {\displaystyle ({\hat {y}}_{1},{\hat {y}}_{2},\ldots ,{\hat {y}}_{n})} using least squares. The objective function to be minimized is Q ( w ) = ∑ i = 1 n Q i ( w ) = ∑ i = 1 n ( y ^ i − y i ) 2 = ∑ i = 1 n ( w 1 + w 2 x i − y i ) 2 . {\displaystyle Q(w)=\sum _{i=1}^{n}Q_{i}(w)=\sum _{i=1}^{n}\left({\hat {y}}_{i}-y_{i}\right)^{2}=\sum _{i=1}^{n}\left(w_{1}+w_{2}x_{i}-y_{i}\right)^{2}.} The last line in the above pseudocode for this specific problem will become: [ w 1 w 2 ] ← [ w 1 w 2 ] − η [ ∂ ∂ w 1 ( w 1 + w 2 x i − y i ) 2 ∂ ∂ w 2 ( w 1 + w 2 x i − y i ) 2 ] = [ w 1 w 2 ] − η [ 2 ( w 1 + w 2 x i − y i ) 2 x i ( w 1 + w 2 x i − y i ) ] . {\displaystyle {\begin{bmatrix}w_{1}\\w_{2}\end{bmatrix}}\leftarrow {\begin{bmatrix}w_{1}\\w_{2}\end{bmatrix}}-\eta {\begin{bmatrix}{\frac {\partial }{\partial w_{1}}}(w_{1}+w_{2}x_{i}-y_{i})^{2}\\{\frac {\partial }{\partial w_{2}}}(w_{1}+w_{2}x_{i}-y_{i})^{2}\end{bmatrix}}={\begin{bmatrix}w_{1}\\w_{2}\end{bmatrix}}-\eta {\begin{bmatrix}2(w_{1}+w_{2}x_{i}-y_{i})\\2x_{i}(w_{1}+w_{2}x_{i}-y_{i})\end{bmatrix}}.} Note that in each iteration or update step, the gradient is only evaluated at a single x i {\displaystyle x_{i}} . This is the key difference between stochastic gradient descent and batched gradient descent. In general, given a linear regression y ^ = ∑ k ∈ 1 : m w k x k {\displaystyle {\hat {y}}=\sum _{k\in 1:m}w_{k}x_{k}} problem, stochastic gradient descent behaves differently when m < n {\displaystyle m